+264.7%
BN vs KIM
+29.7%
+235.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -3.0% | -1.0% | -2.0% | -2.6% |
| 30D | -13.0% | -1.1% | -11.9% | -12.6% |
| 3M | -15.2% | -5.3% | -9.9% | -13.2% |
| 6M | -5.9% | +3.9% | -9.8% | -8.0% |
| YTD | -15.8% | +20.3% | -36.1% | -23.4% |
| 1Y | -12.2% | +10.4% | -22.6% | -16.9% |
| 3Y | +72.2% | +46.3% | +25.9% | +42.9% |
| 5Y | +33.2% | +37.6% | -4.4% | +13.6% |
| 10Y | +264.7% | +34.5% | +230.2% | +176.2% |
| All | +264.7% | +29.7% | +235.0% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling